+1,162.1%
AMAT vs WWD
+461.1%
+701.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +2.4% |
| 7D | -14.7% | +4.2% | -18.9% | -16.4% |
| 30D | -36.1% | -2.1% | -34.0% | -35.1% |
| 3M | -36.9% | -13.2% | -23.7% | -31.8% |
| 6M | -22.2% | -16.9% | -5.3% | -14.3% |
| YTD | +29.9% | +5.2% | +24.7% | +25.4% |
| 1Y | +43.3% | +20.6% | +22.7% | +28.0% |
| 3Y | +142.7% | +146.3% | -3.7% | +47.4% |
| 5Y | +126.2% | +171.3% | -45.1% | +28.5% |
| All | +1,162.1% | +461.1% | +701.0% | +442.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling